Professor Clifton Green
Goizueta Business School
1300 Clifton Road
Atlanta, GA 30322
(404)727-5167 office
(404)727-5238 fax
Research
IPOs as Lotteries: Skewness Preference and
First-Day Returns
with
Byoung-Hyoun Hwang
Management
Science, 2012
Buy-Side Trades and Sell-Side
Recommendations, Interactions and Information Content
with
Jeff Busse and Narasimhan Jegadeesh
Journal of Financial Markets, 2012
Strategic Trading by Index Funds and
Liquidity Provision Around S&P 500 Index Additions
with
Russell Jame
Journal
of Financial Markets, 2011
Gender and Job Performance:
Evidence from Wall Street
with
Narasimhan Jegadeesh and Yue Tang
Financial
Analysts Journal, 2009
with
Byoung-Hyoun Hwang
Journal of Financial Economics,
2009
The Impact of Mutual Fund Family
Membership on Investor Risk
with
Ned Elton and Marty Gruber
Journal of Financial and Quantitative
Analysis, 2007
The Value of Client Access to Analyst
Recommendations
Journal of Financial and Quantitative
Analysis, 2006
Economic News and the Impact of Trading on
Bond Prices
Journal of Finance, 2004
Market Efficiency in Real Time
with
Jeff Busse
Journal of Financial Economics,
2002
CNBC Example (data point for the study, good example for
class)
Economic News and Bond Prices:
Evidence from the U.S. Treasury Market
with
Ned Elton and Pierluigi Balduzzi
Journal
of Financial and Quantitative Analysis, 2001
Market Risk and Model Risk for a
Financial Institution Writing Options
with
Steve Figlewski
Journal
of Finance, 1999
reprinted in
Model Risk, Concepts, Calibration and Pricing, 2000, Rajna Gibson, ed., Risk
Publications, London
Tax and Liquidity Effects in Pricing
Government Bonds
with
Ned Elton
Journal of Finance, 1998
Investor Conferences as a Research Service
with
Russell Jame, Stan Markov, and Musa Subasi
presented at
AAA Financial Accounting and Reporting Conference
Company Name Fluency, Investor Recognition,
and Firm Value
with
Russell Jame
Presented at
the Yale Behavioral Science Conference, and the European Finance Association
Meeting